+19.9%
JPM vs ADI
+47.3%
-27.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.3% | +1.3% | -3.7% | -2.6% |
| 30D | -2.3% | -6.0% | +3.6% | -1.4% |
| 3M | +14.9% | -7.7% | +22.6% | +15.4% |
| 6M | +23.6% | +14.0% | +9.7% | +15.8% |
| YTD | +11.3% | +34.4% | -23.1% | -0.9% |
| 1Y | +19.9% | +48.0% | -28.1% | +3.0% |
| All | +19.9% | +47.3% | -27.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling